Best Linear Unbiased Estimator of the Parameter of the Rayleigh Distribution - Part II: Optimum Theory for Selected Order Statistics

The member of the class of best linear unbiased estimators (BLUEs) of a parameter based on k order statistics which has minimum variance is called the k-optimum BLUE. The ranks, coefficients, variance, and efficiency are given for the k-optimum BLUE of the parameter of the Rayleigh distribution for k = 2(1)4 and a sample size of N = 2(1)22. In addition, an approximate k-optimum BLUE is given for k = 2(1)4 and N ⩾ 23.